题目
Each of the following bond risk measures assumes a parallel shift in the yield curve EXCEPT FOR:
选项
A.Duration
B.Convexity
C.Yield-based DV01
D.Key rate shift
答案
D
解析
Convexity is a single-factor model like duration. The idea of key rate shift is to enable different shifts for different maturities.曲度是像持续时间一样的单因素模型。 关键利率转移的想法是为不同的到期日启用不同的转移